We always wire it so the NEON is permanently on - we add a sticker to the switch saying ' if neon is unlit please report to maintainance'
I can't see any reason or logic for doing that.
Emergency lights are fitted with neons and they are supposed to be inspected daily (or is it weekly) to ensure they are on, all as required by BS 5266. And if the neons are not clearly visible the the installation does not comply.
Surely if the Neon is lit then that is confirmation that the Em lights are on , a lit Neon is visible